Roasted vegetables?

I love my roasted veg, but I'm unsure of their benefits. I've read a few conflicting opinions on the issue.
Today I roasted 3 parsnips, 3 carrots, 3 onions, a batch of small sweet peppers and a whole garlic.
I could quite happily eat the lot in one go, but I haven't.

Anyhow, am I doing myself any favours by eating roast veg? Am I destroying nutrients and such, am I better off sticking to steamed veg? I mean, I eat a lot of veg, not much of a meat eater and found protein shakes really help to boost the protein I need.
I add the tiniest bit of oil, hardly anything, smoked paprika and no salt.
Thoughts on fat/carb/sugar etc. of this would be really helpful as I'd love to eat a lot more of them.